-27.2%
ALHC vs BG
+81.8%
-108.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.0% |
| 7D | -6.9% | +3.1% | -10.0% | -7.2% |
| 30D | -6.7% | +10.2% | -17.0% | -7.7% |
| 3M | -37.7% | -1.7% | -36.0% | -37.6% |
| 6M | -30.0% | +1.0% | -31.0% | -30.2% |
| YTD | -36.2% | +39.9% | -76.1% | -39.4% |
| 1Y | -22.9% | +53.2% | -76.1% | -27.9% |
| 3Y | +138.4% | +16.3% | +122.1% | +133.6% |
| 5Y | -32.8% | +83.9% | -116.6% | -43.1% |
| All | -27.2% | +81.8% | -108.9% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling